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statistikat / persephone

Object-oriented wrappers for RJDemetra
https://statistikat.github.io/persephone/
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Add method generating and exporting Eurostat quality report #4

Open merangelik opened 5 years ago

merangelik commented 5 years ago

Add a method that generates a SA quality report for Eurostat and exports it to a csv

merangelik commented 5 years ago

Maybe this issue will be handled by the developers of https://github.com/nbbrd/rjdemetra?

merangelik commented 5 years ago

No, not at the moment, see: https://github.com/jdemetra/rjdemetra/issues/35#issuecomment-460353700

Maybe this issue will be handled by the developers of https://github.com/nbbrd/rjdemetra?

merangelik commented 5 years ago

Indicators still missing from the persephone Eurostat QR

  1. Not exported by RJDemetra:

    • [x] Stage 2 Henderson Filter (needs verification)
    • [ ] Quality (JD+ global quality assessment)
    • [x] Max-Adj

  2. Indicators not included in the first version of the JD+ Eurostat QR but in the second version:

    • [ ] Adjustment
    • [ ] Presence of Seasonality in the raw series
    • [ ] Presence of TD effects
    • [ ] Autocorrelation of order 1 of the SA series
    • [ ] Ljung-Box test (P_value)
    • [ ] Autocorrelation negative and significant
    • [ ] Irregular standard deviation